Anic Equity¶

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Total return since start: 0.608 %¶

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Equity now: -----------------------------> 49103.4 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45041.86 Kr¶

PnL: ---------------------------------------> -14.14 Kr¶

DD now: ---------------------------------> -7.562 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 14:58:42.866867'

Anic Portfolio¶

Today¶

Return: -1.237 %¶

This Week¶

Return: -0.405 %¶

Total portfolio value¶

Return including deposits: 60.752 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.050000 1666.800000 197.800000 13.460000 1468.999998
Orrön Energy 180 -1.960000 2159.100000 116.100000 5.680000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Sagax B 4 0.530000 902.000000 48.000000 5.620000 854.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hoist Finance 35 0.170000 1018.500000 38.500000 3.930000 980.000000
Catena 2 -1.000000 830.400000 38.400000 4.850000 792.000000
Hexatronic Group 12 -0.310000 998.640000 31.640000 3.270000 966.999996
JM 6 -1.200000 891.600000 27.600000 3.190000 864.000000
Platzer Fastigheter Holding B 12 -3.530000 984.000000 23.000000 2.390000 960.999996
Sedana Medical 93 -4.680000 2537.040000 16.040000 0.640000 2521.000011
OX2 13 1.020000 964.600000 14.600000 1.540000 949.999999
Bilia A 8 -0.520000 911.200000 11.200000 1.240000 900.000000
Biotage 7 -0.660000 951.300000 10.300000 1.090000 940.999997
Gränges 9 -0.860000 934.200000 6.200000 0.670000 927.999999
HEXPOL B 9 -0.180000 1026.000000 5.000000 0.490000 1020.999996
VEF 909 -2.950000 1852.540000 2.540000 0.140000 1850.000436
AcadeMedia 8 -1.480000 400.400000 -1.600000 -0.400000 402.000000
BioGaia B 8 -2.360000 928.000000 -2.000000 -0.220000 930.000000
Byggmax Group 33 -2.710000 947.100000 -8.900000 -0.930000 956.000001
Clas Ohlson B 12 -2.070000 963.600000 -9.400000 -0.970000 972.999996
ASSA ABLOY B 3 -1.730000 766.200000 -12.800000 -1.640000 779.000001
EQT 4 -2.340000 816.800000 -15.200000 -1.830000 832.000000
Creaspac SPAC 39 -0.110000 3693.300000 -24.700000 -0.660000 3717.999987
Nordic Waterproofing Holding 7 -1.170000 942.200000 -24.800000 -2.560000 966.999999
Alimak Group 11 -1.920000 900.900000 -27.100000 -2.920000 927.999996
SKF B 5 -1.420000 905.250000 -34.750000 -3.700000 940.000000
Addnode Group B 11 -1.890000 884.950000 -36.050000 -3.910000 921.000003
INVISIO 16 0.880000 3648.000000 -41.000000 -1.110000 3689.000000
Indutrade 5 -1.300000 1174.500000 -43.500000 -3.570000 1218.000000
Latour B 4 -0.740000 810.000000 -47.000000 -5.480000 857.000000
Bufab 3 -1.090000 1039.200000 -69.800000 -6.290000 1109.000001
Vitec Software Group B 2 -4.250000 1014.000000 -73.000000 -6.720000 1087.000000
BHG Group 97 -1.540000 1359.940000 -99.060000 -6.790000 1458.999989
Hexagon B 26 -2.990000 3330.600000 -130.400000 -3.770000 3461.000010
TOTAL 45041.860000 -14.140000 -7.56198% 45056.000411

Updated:¶

'2023-07-05 14:58:59.578068'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶